Report NEP-MST-2015-05-02This is the archive for NEP-MST, a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.
The following items were announced in this report:
- Nathalie Oriol & Iryna Veryzhenko, 2015. "Market Structure or Traders' Behaviour? An Assessment of Flash Crash Phenomena and their Regulation based on a Multi-agent Simulation," GREDEG Working Papers 2015-16, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
- Takatoshi Ito & Masahiro Yamada, 2015. "High-frequency, Algorithmic Spillovers Between NASDAQ and Forex," NBER Working Papers 21122, National Bureau of Economic Research, Inc.
- Mina Karzand & Lav R. Varshney, 2015. "Communication Strategies for Low-Latency Trading," Papers 1504.07227, arXiv.org.
- Liu, Tao, 2014. "The onshore-offshore interaction of RMB market: a high-frequency analysis," MPRA Paper 63905, University Library of Munich, Germany.
- Pablo Kurlat, 2015. "Liquidity as Social Expertise," NBER Working Papers 21118, National Bureau of Economic Research, Inc.
- Remorov, Alexander, 2015. "Dynamic Trading When You May Be Wrong," MPRA Paper 63964, University Library of Munich, Germany, revised 27 Apr 2015.
- Shan Wang & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015. "Testing the performance of technical trading rules in the Chinese market," Papers 1504.06397, arXiv.org.